I just discovered HeidiSQL one week ago, it is just a great tool. But for I was also misunderstanding for me why the run current sql didn't work for me. It's less logical to cut the current sql after ; I think the best way is to test if the current selection is empty, then move to one ; before.
Because when we type many sql in the editor, people often type a ; and the end, if we want to run the short cut Ctrl + Shift + Enter, we have to type a back one or serveral time to move the cursor, and later we need to move the cursor again to the end. We need to press many time the cursor before and back.
@biao
Now I just find a workaround, so every time I want to insert a new sql, I start the line with ; and don't end the line with ; something like this. And the shortcut Ctrl + Shift + Enter works wherever the cursor is, on this sql text.